-98.1%
AMC vs SPXS
-99.8%
+1.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.8% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -0.7% | +0.8% | -1.6% | -0.2% |
| 3M | +35.2% | -4.7% | +39.9% | +33.7% |
| 6M | +124.6% | -29.6% | +154.2% | +101.0% |
| YTD | +69.9% | -29.8% | +99.7% | +53.0% |
| 1Y | -2.6% | -38.9% | +36.4% | -16.1% |
| 3Y | -79.8% | -79.6% | -0.2% | -87.2% |
| 5Y | -99.4% | -85.9% | -13.5% | -99.6% |
| 10Y | -98.9% | -99.5% | +0.6% | -99.6% |
| All | -98.1% | -99.8% | +1.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling